blog — Francis Bach — 2 Feb 2023
Non-convex quadratic optimization problems
#optimization #non-convex-optimization #convex-analysis
Among continuous optimization problems, convex problems (with convex objectives and convex constraints) define a class that can be solved efficiently with a variety of algorithms and with arbitrary precision. This is not true more generally when the convexity assumption is removed (see this post). This of course does not mean that (1) nobody should attempt...